Predictability of Shanghai stock market by agent-based mix-game model

被引：0

作者：

Gou, CL ^{[1
]}

机构：

[1] Beijing Univ Aeronaut & Astronaut, Dept Phys, Beijing 100083, Peoples R China

来源：

PROCEEDINGS OF THE 2005 INTERNATIONAL CONFERENCE ON NEURAL NETWORKS AND BRAIN, VOLS 1-3 | 2005年

关键词：

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

This paper 1 reports the effort of using agent-based mix-game model to predict financial time series. it introduces simple generic algorithm into the prediction methodology, and gives an example of its application to forecasting Shanghai Index. The results show that this prediction methodology is effective and agent-based mix-game model is a potential good model to predict time series of financial markets.

引用

页码：1651 / 1655

页数：5

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